Financial Services Developer Conference Financial Services Developer Conference 2008 2008

Excel Solutions with CCSExcel Solutions with CCS

Antonio ZurloAntonio ZurloTechnology Specialist HPCTechnology Specialist HPCMicrosoft CorporationMicrosoft Corporation

AgendaAgenda

Scheduler ArchitectureScheduler Architecture

Excel2007 Client, Excel Services 2007Excel2007 Client, Excel Services 2007

Excel2007 CCS IntegrationExcel2007 CCS Integration

DemoDemo

•User App

•MPI

•Node Manager

•Job Execution

•DB/FS

•User

•Cmd line

•Desktop App

•Job Mgr UI•Admin

•Admin Console

•Cmd line

•Head Node

•Job Mgmt

•Resource Mgmt

•Cluster Mgmt

•Scheduling

•High speed, low latency interconnect

•Tasks

•Managem

ent

•Jobs •Policy, reports

•Active Directory

•Web Services

•Data

•Input

•Domain\UserADomain\UserA

站长站素材 站长站素材 SC.chinaz.COMSC.chinaz.COM

• out

put

Common Job / Task TypesCommon Job / Task Types

Job

Serial Application MPI ApplicationParametric Sweep

Application

Task Task Task Task Task

Task Task Task

Task Task Task

Task flow

Task

Task

Task

Task Task

Proc Proc Proc Proc

One JobOne Task

One JobMultiple Tasks

Scheduler

UDF

Jobs

Results

UDF

User App

MPI

Compute NodeJob

Execution

Head NodeJob

MgmtResource

Mgmt

Cluster Mgmt

Scheduling

Offloading Library FunctionsOffloading Library FunctionsExcel to CSS CommunicationExcel to CSS Communication

UDF

UDF

UDF

UDF

UDF

Web Services

Web ServicesUDF

Scheduler

JobsResults

Head NodeJob

MgmtResource

Mgmt

Cluster Mgmt

Scheduling

Monte Carlo Simulations distributed on CCS Monte Carlo Simulations distributed on CCS GridGrid

Schedule JobExcel Splitter

Earnings ProjectionEarnings ProjectionBusiness IssueBusiness Issue

Earnings Projections Sheet Runs for 3.5 Hours Earnings Projections Sheet Runs for 3.5 Hours 120 Quarters120 QuartersLimited number of scenarios and projectionsLimited number of scenarios and projections

Only 1,000 scenarios/1,000 projections/quarterOnly 1,000 scenarios/1,000 projections/quarterSolutionSolution

Utilize Microsoft Compute Cluster ServerUtilize Microsoft Compute Cluster ServerCreation of an Excel SplitterCreation of an Excel SplitterMake minimal changes on the original spreadsheet to accept Make minimal changes on the original spreadsheet to accept input parameters input parameters

(range of scenarios to calculate) and output data to (range of scenarios to calculate) and output data to delimited text files. delimited text files.

Distribute the projection calculation over sixteen nodes in the Distribute the projection calculation over sixteen nodes in the Compute ClusterCompute Cluster

Each node on the cluster contains a copy of Excel and the Each node on the cluster contains a copy of Excel and the modified spreadsheet. modified spreadsheet.

Sending a command to the head node begins the calculation in Sending a command to the head node begins the calculation in parallel parallel Once the compute cluster job is complete, the Excel Splitter Once the compute cluster job is complete, the Excel Splitter application aggregates the data and inserts it into the original application aggregates the data and inserts it into the original spreadsheetspreadsheet..

Excel Splitter SolutionExcel Splitter Solution

Earnings Projection Earnings Projection CPUs Scenarios Scenarios Scenarios

200 500 1000

2 27.00 63.00 124.00

4 13.00 31.00 62.00

6 9.00 21.00 45.00

8 7.00 17.00 31.00

16 4.00 9.00 16.00

Related sessionsRelated sessions

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Additional InformationAdditional InformationIndustry Team BlogIndustry Team Blog

http://blogs.msdn.com/fsdpe..Microsoft in Financial ServicesMicrosoft in Financial Services

http://www.microsoft.com/financialservices

Technology Community for Financial ServicesTechnology Community for Financial Services http://www.financialdevelopers.com

Platform Migration AlliancePlatform Migration Alliancehttp://www.mainframemigration.org

Financial Services companies using MicrosoftFinancial Services companies using Microsofthttp://www.microsoft.com/industry/financialservices/http://www.microsoft.com/industry/financialservices/businessvalue/casestudies.mspx businessvalue/casestudies.mspx

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